Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89471.6866 | 49215.0265 | 40256.6601 | 78179.7516 | 56222.9155 | 21956.8361 |
Total P&L (%) | 89.4717 | 49.215 | 40.2567 | 78.1798 | 56.2229 | 21.9568 |
Avg Daily Profit (%) | 1.0307 | 0.5669 | 0.4637 | 0.6676 | 0.5152 | 0.2289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56045 | -28861 | -29686 | -48245 | -25887 | -23514 |
Profit Factor | 1.4301 | 1.4049 | 1.4657 | 1.447 | 1.5816 | 1.2807 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Losing Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Profitability (%) | 43.2526 | 43.0556 | 43.4483 | 43.2526 | 43.0556 | 43.4483 |
Ratio Avg Win / Avg Loss | 1.8764 | 1.8581 | 1.9077 | 1.8985 | 2.0918 | 1.6669 |
Largest Winning Trade | 65171 | 65171 | 54726 | 77318 | 77318 | 41962 |
Largest Losing Trade | -8177 | -4759 | -8177 | -16025 | -4273 | -16025 |
Avg Bars in Trades | 85 | 119 | 51 | 85 | 119 | 51 |
Avg Bars in Winners | 113 | 161 | 66 | 113 | 161 | 66 |
Avg Bars in Losers | 63 | 88 | 39 | 63 | 88 | 39 |
Bars Traded | 24655 | 17240 | 7415 | 24655 | 17240 | 7415 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427707 | 239323 | 187861 | 383469 | 279734 | -1303 |
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{ "first_band": { "type": "jma", "factors": { "length": 39, "offset": 114 } }, "second_band": { "type": "kcu", "factors": { "length": 155, "offset": 0, "scalar": 2 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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